| Metric | 11396428:btcusd:triple_med_gx:lsma55_120 | 11396428:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 12.35% | 187.39% |
| Max Drawdown | -24.25% | -67.18% |
| Sharpe | 0.14 | 0.43 |
| Sortino | 0.21 | 0.62 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.11 | 1.06 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 38.41 | 3.35 |
| Outlier Loss Ratio | 4.27 | 3.3 |
| Volatility (ann.) | 9.93% | 26.35% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.15 | 0.55 |
| Skew | 1.97 | 0.2 |
| Kurtosis | 65.36 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.28% | 2.55% |
| Expected Yearly % | 2.95% | 30.2% |
| Kelly Criterion | -1.77% | 5.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.24% |
| Expected Shortfall (cVaR) | -0.85% | -2.24% |
| Year | 11396428:BTCUSD | 11396428:btcusd:triple_med_gx:lsma55_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -11.81 | 0.21 | + |
| 2023 | 155.54 | 14.06 | 0.09 | - |
| 2024 | 121.00 | 3.75 | 0.03 | - |
| 2025 | 16.76 | 7.65 | 0.46 | - |
| Metric | 11396428:btcusd:triple_med_gx:lsma55_120 | 11396428:BTCUSD |
|---|---|---|
| MTD | 3.95% | 4.16% |
| 3M | -2.19% | 31.46% |
| 6M | 4.83% | 12.77% |
| YTD | 7.65% | 16.76% |
| 1Y | -7.39% | 56.84% |
| 3Y (ann.) | 3.12% | 55.31% |
| 5Y (ann.) | 3.52% | 36.89% |
| Metric | 11396428:btcusd:triple_med_gx:lsma55_120 | 11396428:BTCUSD |
|---|---|---|
| Max Drawdown | -24.25% | -67.18% |
| Longest DD Days | 718.0 | 683.0 |
| Avg. Drawdown | -4.05% | -6.61% |
| Avg. Drawdown Days | 77.0 | 33.0 |
| Recovery Factor | 0.51 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2024-04-08 | -24.25 | 718 |
| 2024-06-07 | 2025-06-11 | -19.32 | 369 |
| 2022-03-13 | 2022-04-19 | -4.76 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-02-26 | 2022-02-27 | -1.87 | 0 |
| 2024-04-08 | 2024-04-22 | -1.31 | 13 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-04-23 | 2024-05-05 | -1.18 | 12 |
| 2024-04-22 | 2024-04-22 | -0.77 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| Metric | 11396428:btcusd:triple_med_gx:lsma55_120 | 11396428:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.87% | 35.75% |
| Worst Week | -9.64% | -29.64% |
| Best Month | 13.24% | 43.77% |
| Worst Month | -9.58% | -37.12% |
| Best Year | 14.06% | 155.54% |
| Worst Year | -11.81% | -56.42% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.74% | -0.8% |
| Avg. Up Week | 3.08% | 7.31% |
| Avg. Down Week | -2.58% | -3.61% |
| Avg. Up Month | 4.69% | 13.21% |
| Avg. Down Month | -4.63% | -11.4% |
| Win Days % | 45.96% | 51.28% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 47.25% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |